Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.121 %¶

This Week¶

Return: 0.121 %¶

Total portfolio value¶

Return including deposits: 66.349 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexatronic Group 15 4.110000 1094.100000 26.400000 2.470000 1067.700000
Hexagon B 26 -0.530000 3434.600000 23.400000 0.690000 3411.200000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Orrön Energy 170 -2.460000 2055.300000 14.450000 0.710000 2040.850000
Sagax B 4 -0.580000 897.200000 14.000000 1.590000 883.200000
BHG Group 109 -4.580000 1431.170000 11.990000 0.840000 1419.180000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
Gränges 10 4.720000 1042.000000 6.000000 0.580000 1036.000000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
ASSA ABLOY B 4 -1.030000 995.200000 4.400000 0.440000 990.800000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
Latour B 4 -2.680000 857.200000 3.200000 0.370000 854.000000
HEXPOL B 8 -0.660000 958.400000 3.200000 0.340000 955.200000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
SKF B 5 -1.160000 980.000000 2.000000 0.200000 978.000000
Byggmax Group 33 -1.410000 966.240000 1.320000 0.140000 964.920000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Biotage 1 -6.590000 147.400000 -0.100000 -0.070000 147.500000
Hennes & Mauritz B 6 -1.230000 909.000000 -0.960000 -0.110000 909.960000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
EQT 4 -2.300000 865.200000 -5.600000 -0.640000 870.800000
Vitrolife 3 -1.930000 669.600000 -7.400000 -1.090000 677.000001
Investor B 3 -1.190000 646.950000 -11.050000 -1.680000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.300000 2613.300000 -370.280000 -12.410000 2983.577733
TOTAL 45250.040000 -327.550000 -4.3437% 45577.591729

Updated:¶

'2023-06-19 12:16:34.150859'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶